-22.7%
U vs ELF
+546.5%
-569.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.9% | +1.3% | +4.2% |
| 7D | +2.6% | +1.6% | +1.0% | +2.1% |
| 30D | +27.6% | +9.1% | +18.5% | +24.5% |
| 3M | +15.3% | +28.2% | -12.8% | +7.4% |
| 6M | +96.4% | +119.5% | -23.1% | +58.5% |
| YTD | +19.6% | +55.2% | -35.6% | +2.6% |
| 1Y | +42.1% | +58.6% | -16.5% | +20.7% |
| 3Y | +87.5% | +21.3% | +66.3% | +35.3% |
| 5Y | -73.1% | +276.2% | -349.4% | -92.2% |
| All | -22.7% | +546.5% | -569.2% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling